Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Search options not deleted user 248499

Stochastic ordinary and partial differential equations generalize the concepts of ordinary and partial differential equations to the setting where the unknown is a stochastic process.

5 votes
Accepted

Stochastic representation of Laplace equation with Neumann boundary condition

Yes, see Section 4.4.2 in "Stochastic Differential Equations, Backward SDEs, Partial Differential Equations" by Pardoux and Rascanu.
Peter Wacken's user avatar